If you're talking possessions and discounting home/furnishings and cars, there ain't much. A girlfriend gave me a Rolex Sub no-date a few years back, and after that you're down to my iPad 64GB 3G, and from there it's my $300 Asus laptop.
Sentimental: I've got a rather 50s green and brown vase that was kept in my room as a kid and it's followed me everywhere. It is
literally the only thing I took when I left home. I had to steal it because I'm damned if they wouldn't give it to me when I asked, despite no one caring about it but me (and had to explain what I was talking about). No one's ever noticed it missing from the family house or that it's in mine. But if I were to ever mention taking it, there'd be a $hitstorm.